Lagoa Termas Parque is one of the better-known places to do the thing Caldas Novas was built for: spend hours in warm water. It is a big, commercial water park, with pools, slides, children's areas, and thermal bathing rather than a quiet natural spring.
That commercial feel is part of the truth here. If you want untouched nature, this will annoy you. If you want to understand why families travel to Caldas Novas year-round, it makes perfect sense.